Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.1: Asset-Backed Commercial Paper (ABCP) Single-Seller

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Loss Absorbency Internal Internal Counterparty Business Line
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 37597.99 Day 43 Yes 666.79 <7 Days L-7 38707.09 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 6029.02 Day 43 Yes 557.85 <7 Days L-8 6206.25 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 10972.21 Day 43 No 965.99 31-90 Days L-9 10151.03 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 33723.68 Day 43 Yes 475.94 <7 Days LC-1 37092.18 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 36592.67 Day 43 Yes 2607.47 <7 Days LC-2 36573.12 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 42288.89 Day 43 Yes 868.66 7-30 Days N-1 41704.00 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 16611.85 Day 43 No 1647.53 31-90 Days N-2 18034.18 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 8299.34 Day 43 No 506.15 31-90 Days N-3 7644.99 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 20429.17 Day 43 Yes 872.29 31-90 Days N-4 17171.18 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 31022.70 Day 43 Yes 45.18 91-180 Days N-5 34647.57 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 35427.99 Day 43 No 2981.40 <7 Days N-6 30041.19 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 25810.35 Day 43 Yes 1265.30 7-30 Days N-7 27487.56 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 42066.16 Day 43 Yes 3099.78 31-90 Days P-1 46811.42 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 690.52 Day 43 No 46.16 31-90 Days P-2 604.61 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 25207.29 Day 43 No 639.62 91-180 Days S-8 24743.81 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 41914.03 Day 43 Yes 4107.95 31-90 Days Y-1 39967.22 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 42396.22 Day 43 Yes 4065.72 <7 Days Y-2 46816.61 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 32602.22 Day 43 Yes 1016.93 31-90 Days Y-3 36244.93 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 621.89 Day 43 Yes 37.44 <7 Days Y-4 514.84 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 25600.36 Day 43 No 1721.39 <7 Days Z-1 21039.09 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 29795.22 Day 43 No 1175.06 7-30 Days A-2 28962.53 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 23729.99 Day 43 No 2108.93 7-30 Days A-3 27337.80 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 25168.37 Day 43 Yes 446.55 31-90 Days A-4 23430.25 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 22384.07 Day 43 No 334.78 7-30 Days A-5 22401.17 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 29256.41 Day 43 No 2080.82 91-180 Days CB-1 28261.62 Partial No Investment Banking